Hello,
I am not using SMTP
I set correctly the "return" path and the "reply to" path (same adress)
I did some mailing test with fake email adresses.
If I send a message with my personnal mail I have a mailer daemon return message
If I use this adresses for a test mailing in Newsletter, no return.
Are there some specific settings ?
Should I ask some informations about my hosting ?
Be sure your provider is not overriding the return path. Send a test email to a real address and analyse the mail headers to check which return path is set.